Relative efficiency and deficiency of kernel type estimators of smooth distribution functions

Martin Falk

Statistica Neerlandica, 1983, vol. 37, issue 2, 73-83

Abstract: Abstract The problem is investigated whether a given kernel type estimator of a distribution function at a single point has asymptotically better performance than the empirical estimator. A representation of the relative deficiency of the empirical distribution function with respect to a kernel type estimator is established which gives a complete solution to this problem. The problem of finding optimal kernels is studied in detail.

Date: 1983
References: Add references at CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.1983.tb00802.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:37:y:1983:i:2:p:73-83

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().